Financial Stability and Innovation: The Role of Non-Performing Loans

This study analyses the relationship between non-performing loans (NPLs) and innovation systems at a global level. The data were obtained from the World Bank and the Global Innovation Index over the period 2013–2022 for 149 countries. The k-means algorithm was used to verify the presence of clusters...

Full description

Saved in:
Bibliographic Details
Main Authors: Massimo Arnone, Alberto Costantiello, Angelo Leogrande, Syed Kafait Hussain Naqvi, Cosimo Magazzino
Format: Article
Language:English
Published: MDPI AG 2024-10-01
Series:FinTech
Subjects:
Online Access:https://www.mdpi.com/2674-1032/3/4/27
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1850241150223384576
author Massimo Arnone
Alberto Costantiello
Angelo Leogrande
Syed Kafait Hussain Naqvi
Cosimo Magazzino
author_facet Massimo Arnone
Alberto Costantiello
Angelo Leogrande
Syed Kafait Hussain Naqvi
Cosimo Magazzino
author_sort Massimo Arnone
collection DOAJ
description This study analyses the relationship between non-performing loans (NPLs) and innovation systems at a global level. The data were obtained from the World Bank and the Global Innovation Index over the period 2013–2022 for 149 countries. The k-means algorithm was used to verify the presence of clusters in the data. Since k-means is an unsupervised machine-learning algorithm, we compared the Silhouette coefficient with the Elbow method to find an optimization. The results show that the optimal number of clusters is three, as suggested using the Elbow Method. Furthermore, a panel data analysis was conducted. Results show that the level of NPLs is positively associated with cultural and creative services exports as a percentage of total trade and innovation input sub-index and negatively associated with the Hirsch Index, ICT services exports as a percentage of total trade, ICT services imports as a percentage of total trade, and information and communication technologies.
format Article
id doaj-art-07d69b0b939e41d2933e61a4c87b7940
institution OA Journals
issn 2674-1032
language English
publishDate 2024-10-01
publisher MDPI AG
record_format Article
series FinTech
spelling doaj-art-07d69b0b939e41d2933e61a4c87b79402025-08-20T02:00:41ZengMDPI AGFinTech2674-10322024-10-013449653610.3390/fintech3040027Financial Stability and Innovation: The Role of Non-Performing LoansMassimo Arnone0Alberto Costantiello1Angelo Leogrande2Syed Kafait Hussain Naqvi3Cosimo Magazzino4Department of Economics and Business, University of Catania, 95124 Catania, ItalyDepartment of Management, Finance and Technology (MFT), Lum University “Giuseppe Degennaro”, 70010 Casamassima, ItalyDepartment of Management, Finance and Technology (MFT), Lum University “Giuseppe Degennaro”, 70010 Casamassima, ItalySchool of Economics, International Islamic University Islamabad, Islamabad 44000, PakistanDepartment of Political Science, Roma Tre University, 00154 Rome, ItalyThis study analyses the relationship between non-performing loans (NPLs) and innovation systems at a global level. The data were obtained from the World Bank and the Global Innovation Index over the period 2013–2022 for 149 countries. The k-means algorithm was used to verify the presence of clusters in the data. Since k-means is an unsupervised machine-learning algorithm, we compared the Silhouette coefficient with the Elbow method to find an optimization. The results show that the optimal number of clusters is three, as suggested using the Elbow Method. Furthermore, a panel data analysis was conducted. Results show that the level of NPLs is positively associated with cultural and creative services exports as a percentage of total trade and innovation input sub-index and negatively associated with the Hirsch Index, ICT services exports as a percentage of total trade, ICT services imports as a percentage of total trade, and information and communication technologies.https://www.mdpi.com/2674-1032/3/4/27non-performing loansbanking stabilityinnovationk-meanspanel data
spellingShingle Massimo Arnone
Alberto Costantiello
Angelo Leogrande
Syed Kafait Hussain Naqvi
Cosimo Magazzino
Financial Stability and Innovation: The Role of Non-Performing Loans
FinTech
non-performing loans
banking stability
innovation
k-means
panel data
title Financial Stability and Innovation: The Role of Non-Performing Loans
title_full Financial Stability and Innovation: The Role of Non-Performing Loans
title_fullStr Financial Stability and Innovation: The Role of Non-Performing Loans
title_full_unstemmed Financial Stability and Innovation: The Role of Non-Performing Loans
title_short Financial Stability and Innovation: The Role of Non-Performing Loans
title_sort financial stability and innovation the role of non performing loans
topic non-performing loans
banking stability
innovation
k-means
panel data
url https://www.mdpi.com/2674-1032/3/4/27
work_keys_str_mv AT massimoarnone financialstabilityandinnovationtheroleofnonperformingloans
AT albertocostantiello financialstabilityandinnovationtheroleofnonperformingloans
AT angeloleogrande financialstabilityandinnovationtheroleofnonperformingloans
AT syedkafaithussainnaqvi financialstabilityandinnovationtheroleofnonperformingloans
AT cosimomagazzino financialstabilityandinnovationtheroleofnonperformingloans